+242.6%
QCOM vs PSA
+132.6%
+110.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +4.3% | -1.4% | +5.7% | +4.8% |
| 30D | -0.1% | +15.2% | -15.3% | -5.2% |
| 3M | +5.2% | +2.2% | +3.0% | +4.2% |
| 6M | -18.4% | +11.7% | -30.0% | -22.2% |
| YTD | +2.4% | +32.0% | -29.6% | -8.3% |
| 1Y | +0.9% | +26.3% | -25.4% | -8.2% |
| 3Y | +48.4% | +52.4% | -4.0% | +23.9% |
| 5Y | +16.6% | +26.3% | -9.7% | +3.4% |
| All | +242.6% | +132.6% | +110.1% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling